Abstract:We study an inexact inner–outer generalized Golub–Kahan algorithm for the solution of saddle‐point problems with a two‐times‐two block structure. In each outer iteration, an inner system has to be solved which in theory has to be done exactly. Whenever the system is getting large, an inner exact solver is, however, no longer efficient or even feasible and iterative methods must be used. We focus this article on a numerical study showing the influence of the accuracy of an inner iterative solution on the accura… Show more
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